-28.4%
ASTE vs VT
+215.5%
-243.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | -9.1% | -2.3% | -6.7% | -6.2% |
| 30D | -8.9% | -5.0% | -4.0% | -2.9% |
| 3M | -18.9% | -4.9% | -14.1% | -13.6% |
| 6M | -33.0% | -1.5% | -31.5% | -31.3% |
| YTD | -16.9% | +8.5% | -25.4% | -24.1% |
| 1Y | -20.9% | +11.4% | -32.2% | -29.8% |
| 3Y | +17.9% | +70.1% | -52.2% | -35.4% |
| 5Y | -41.4% | +53.7% | -95.2% | -63.7% |
| All | -28.4% | +215.5% | -243.9% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling